On the symmetric doubly stochastic inverse eigenvalue problem

DOI10.1016/j.laa.2013.12.005zbMath1286.15009OpenAlexW2066595939MaRDI QIDQ2442288

Yanyan Li

Publication date: 2 April 2014

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2013.12.005

zbMATH Keywords

convexityinverse eigenvalue problemsufficient conditionsymmetric doubly stochastic matrixsymmetric positive doubly stochastic matrix

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Inverse problems in linear algebra (15A29) Stochastic matrices (15B51)

Related Items (12)

Symmetric stochastic inverse eigenvalue problem ⋮ On the positive semi-definite pth roots of positive semi-definite doubly stochastic matrices ⋮ A note on the inverse spectral problem for symmetric doubly stochastic matrices ⋮ Eigenvalue inclusion sets for linear response eigenvalue problems ⋮ Some characterizations of the distribution of the condition number of a complex Gaussian matrix ⋮ A recursive method for constructing doubly stochastic matrices and inverse eigenvalue problem ⋮ A note on the real inverse spectral problem for doubly stochastic matrices ⋮ Riemannian Newton-CG methods for constructing a positive doubly stochastic matrix from spectral data* ⋮ Inverse problems for symmetric doubly stochastic matrices whose Suleĭmanova spectra are bounded below by 1/2 ⋮ Alternating projection method for doubly stochastic inverse eigenvalue problems with partial eigendata ⋮ A Riemannian Fletcher--Reeves Conjugate Gradient Method for Doubly Stochastic Inverse Eigenvalue Problems ⋮ The NIEP

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